Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? |
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Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (English)
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13 November 2018
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correlations
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power-law cross-correlations
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bivariate Hurst exponent
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spectrum coherence
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